+534.9%
GEV vs AXP
+47.2%
+487.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.0% | +6.1% | +6.5% |
| 7D | -3.8% | -1.1% | -2.7% | -3.2% |
| 30D | -17.4% | +5.2% | -22.6% | -20.2% |
| 3M | -16.2% | -4.6% | -11.6% | -14.0% |
| 6M | -20.2% | +3.2% | -23.4% | -22.9% |
| YTD | +27.2% | -11.3% | +38.6% | +35.2% |
| 1Y | +44.6% | -11.0% | +55.6% | +53.3% |
| All | +534.9% | +47.2% | +487.7% | +377.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling